For each of the following models, state the values of the ARIMA parameters p, d, and q, where d is the number of differences, p is the order of autoregression (after differencing), and q is the order of the MA part (after differencing), and name the model, for example, MA(1).

Y_t = 0.3 Y_t-1 + a_t

Y_t = t , where _t = a_t - 0.4 a_t-1

Y_t = 0.8Y_t-1 + _t , where t = a_t - 0.4a_t-1

W_t = 0.6W_t-1 + a_t , where W_t = Y_t - Y_t-1